It seems to me that there are two assumptions in your answer: that the Italian populations identified as something, and that this thing was some form of "nation". While I believe the first one to be a fair assumption, the second one is somewhat more problematic - not just asking whether they identified "completely" as their respective national group - but whether this form of identification was even present in the same way as the literary concept of nation is to us. By which I mean that even the "literary" idea of nation would not be the same for Croce, Gentile, De Sanctis, Mancini, Cavour, Giolitti, Mussolini; not the same as the one of Herder, and not the same of Habermas, of De Gasperi, of Togliatti, of Gramsci, of Sturzo. As for the practical identification of the people, this is a much more obscure matter.

In general the affirmation of a national sentiment in Italy follows the affirmation of a national idea. The usual path being: literary ideas of Italian national identity during the XVIII Century - practical experience of national themes, by forms (no matter how stunted) of self-government and affirmation of new elites after the French Revolution - resurgence of a more advanced and concrete literary experience during the Restoration, where the idea of popularizing the idea of nation becomes a significant part of the literary action (that is, becomes "political") - Italian unification where the new national leadership appropriates those ideas in a somewhat neutered fashion - progressive identification of certain strata of the Italian populace (those later known, somewhat disparagingly, as small bourgeoise) with a selected version of those national ideas - and at last, one first major national experience with the Great War, resulting (depending on the point of view) in the affirmation of national ideas within the "people" or signifying the failure of this century old attempt to "make the Italians".

In other words, your question comes very close to summarize the central issue of Italian modern history; which makes it both an extremely interesting question and one that is almost impossible to answer – with this obligatory premise, it's obvious I won't even attempt a comprehensive discussion of the topic, which embraces different disciplines from history proper to sociology and mass psychology and would anyways be way beyond my capability. I'll try to give you a tentative approach to an answer, in hope that providing some overview of certain problems connected with the search for (an Italian) national identity will at least point you in the right direction if you want to look further into it.

Anyways, in the end we might have to admit that this nation-thing we are talking about is perhaps not one thing at all and is closer to the man according to Luigi Pirandello, being One, No one and One Hundred Thousand – clearly, even in modern days, it safe to say that my definition of nation would differ significantly from that of some fellow Italians; regardless of the fact that we would both identify as Italians. I think it is at least fair to assume that – as broad and “political” our understanding or misunderstanding of nation may be now – similar degrees of difference existed somewhere back then. After all the idea that a nation was something easier to identify with than to define is both a familiar and a recurrent one. To the point that one late XIX Century edition of the Italian Encyclopedia choose to define the “Motherland” as [and I am paraphrasing because I don't have it on hand] “tha one thing that even those who have one could hardly define, but even those who have none can recognize”.

But the problem we have at hand – and one that the contemporary intellectual and political world had clearly present – is not only to follow the threads of a national experience back to their origins, to recover and make sense of that process of generation of a national consciousness; but also to relate it to others, and in suitable forms to communicate it to those who could not share its experience directly. And that without allowing ourselves the shortcut of taking the nation as self-evident; or rejecting a priori any alternative approach to the simple realization that nation and national ideas just came to be, somehow – like Ippolito Nievo who opened his Confessioni di un Italiano with the following acknowledgment:

I was born a Venetian the 18^th of October 1785, day of St. Luke Evangelist; and I'll die thanks God an Italian, when the inscrutable Providence which holds the world's fates will order. That's the moral of my life. And since this moral was not mine to make, but made by the times; so it came to me that describing in simple terms the action of those times over the life of a man could be of some service to those who are destined to make the experience of the less imperfect consequences of those first inspirations.

This rather ponderous work remained a staple of the Italian education for over a century after its publication in 1867. Truth be told, I haven't read it beyond its first lines; and I don't know if it holds the key to answer your question. It's notable though that the Florentine publisher Le Monnier insisted in changing the title, omitting the “Italian” part and replacing it with “Confessions of an eighty years old”, for fear that the national-patriotic themes would make the work less appealing – a curious choice for an ostentatiously national-patriotic work, which can be taken as a testimony of the inclination of the public for a more romantic-sentimental literary production. A reading public that appeared already a bit worn out by the new experience of unified Italy.